+87.9%
NOC vs RPRX
+81.2%
+6.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +4.8% | +3.3% | +1.5% | +4.5% |
| 30D | +11.0% | +17.9% | -6.9% | +9.3% |
| 3M | -3.8% | +19.2% | -23.0% | -5.5% |
| 6M | +0.6% | +31.7% | -31.1% | -2.1% |
| YTD | -2.3% | +82.5% | -84.8% | -7.6% |
| 1Y | +0.3% | +78.4% | -78.2% | -5.1% |
| 3Y | +24.6% | +177.0% | -152.3% | +13.1% |
| 5Y | +66.0% | +86.5% | -20.5% | +54.8% |
| All | +87.9% | +81.2% | +6.8% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling